check the linkage between the steering column (under the hood, near the firewall) and the transmission. Do a search on this site for back drive linkage and you'll find the details. There are a few pieces involved, and if any are missing you will have this problem.

It's easy to check...with the key in "Lock" position, can you shift out of Park? If so, there are missing pieces. If not, you need to adjust the linkage.